VP ALM

Recruiter
Barclay Simpson
Location
London
Salary
Competitive
Posted
26 Jul 2017
Expires
15 Aug 2017
Contract Type
Permanent

Leading bank seeks an experienced ALM professional to be responsible for IRRBB risk drivers & metrics analysis, and to develop interest rate risk management strategy.

Specific responsibilities include:

  • Expert in IRRBB regulation and assist with interpretation
  • Develop IRR management strategies
  • Ensure alignment of assumptions and model results
  • Management of model risk
  • Analytics of Earnings and Value sensitivity drivers


The successful candidate will have strong knowledge and experience of IRRBB, with an emphasis on quantitative risk. You will have a strong understanding of retail/commercial banking/treasury products and the inherent key interest rate risks. This is a great opportunity to join a growing bank in a highly visible role within the Treasury department.